+1,319.3%
MU vs WMT
+130.5%
+1,188.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +7.2% | +0.1% | +7.0% | +7.1% |
| 30D | +14.0% | -5.0% | +18.9% | +14.3% |
| 3M | +5.4% | -11.3% | +16.7% | +6.5% |
| 6M | +170.3% | -13.8% | +184.1% | +173.0% |
| YTD | +250.7% | -4.2% | +254.9% | +244.3% |
| 1Y | +662.1% | +4.6% | +657.5% | +624.6% |
| 3Y | +1,341.2% | +100.5% | +1,240.7% | +1,022.4% |
| 5Y | +1,319.3% | +129.7% | +1,189.7% | +954.7% |
| All | +1,319.3% | +130.5% | +1,188.9% | +954.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling